+295.1%
O vs BAH
+1,084.3%
-789.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +3.5% | +0.5% | +3.1% | +3.5% |
| 30D | +10.4% | +18.2% | -7.8% | +7.1% |
| 3M | -2.4% | +13.1% | -15.5% | -4.8% |
| 6M | -1.2% | +15.2% | -16.4% | -4.4% |
| YTD | +10.4% | +6.0% | +4.4% | +7.5% |
| 1Y | +11.4% | +3.1% | +8.3% | +8.9% |
| 3Y | +40.4% | -26.2% | +66.6% | +42.6% |
| 5Y | +12.1% | +9.3% | +2.8% | +3.1% |
| 10Y | +82.7% | +212.3% | -129.6% | +38.5% |
| All | +295.1% | +1,084.3% | -789.2% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling